+69.6%
LSCC vs BIIB
+68.6%
+1.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -1.0% | +1.3% |
| 7D | +3.0% | +4.3% | -1.3% | +3.0% |
| 30D | -19.3% | +13.8% | -33.1% | -19.5% |
| 3M | -22.3% | +22.1% | -44.4% | -22.8% |
| 6M | -14.6% | +35.9% | -50.5% | -17.1% |
| YTD | +45.8% | +44.6% | +1.2% | +35.8% |
| 1Y | +69.6% | +70.4% | -0.8% | +45.0% |
| All | +69.6% | +68.6% | +1.0% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BIIB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling